| Trading Metrics calculated at close of trading on 09-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2017 |
09-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
2,365.75 |
2,363.75 |
-2.00 |
-0.1% |
2,362.75 |
| High |
2,373.00 |
2,369.25 |
-3.75 |
-0.2% |
2,401.00 |
| Low |
2,359.50 |
2,354.00 |
-5.50 |
-0.2% |
2,357.50 |
| Close |
2,364.00 |
2,366.25 |
2.25 |
0.1% |
2,381.25 |
| Range |
13.50 |
15.25 |
1.75 |
13.0% |
43.50 |
| ATR |
15.35 |
15.34 |
-0.01 |
0.0% |
0.00 |
| Volume |
1,651,698 |
1,788,548 |
136,850 |
8.3% |
8,041,264 |
|
| Daily Pivots for day following 09-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,409.00 |
2,402.75 |
2,374.75 |
|
| R3 |
2,393.75 |
2,387.50 |
2,370.50 |
|
| R2 |
2,378.50 |
2,378.50 |
2,369.00 |
|
| R1 |
2,372.25 |
2,372.25 |
2,367.75 |
2,375.50 |
| PP |
2,363.25 |
2,363.25 |
2,363.25 |
2,364.75 |
| S1 |
2,357.00 |
2,357.00 |
2,364.75 |
2,360.00 |
| S2 |
2,348.00 |
2,348.00 |
2,363.50 |
|
| S3 |
2,332.75 |
2,341.75 |
2,362.00 |
|
| S4 |
2,317.50 |
2,326.50 |
2,357.75 |
|
|
| Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,510.50 |
2,489.25 |
2,405.25 |
|
| R3 |
2,467.00 |
2,445.75 |
2,393.25 |
|
| R2 |
2,423.50 |
2,423.50 |
2,389.25 |
|
| R1 |
2,402.25 |
2,402.25 |
2,385.25 |
2,413.00 |
| PP |
2,380.00 |
2,380.00 |
2,380.00 |
2,385.25 |
| S1 |
2,358.75 |
2,358.75 |
2,377.25 |
2,369.50 |
| S2 |
2,336.50 |
2,336.50 |
2,373.25 |
|
| S3 |
2,293.00 |
2,315.25 |
2,369.25 |
|
| S4 |
2,249.50 |
2,271.75 |
2,357.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,383.25 |
2,354.00 |
29.25 |
1.2% |
12.50 |
0.5% |
42% |
False |
True |
1,495,737 |
| 10 |
2,401.00 |
2,349.50 |
51.50 |
2.2% |
15.50 |
0.7% |
33% |
False |
False |
1,571,431 |
| 20 |
2,401.00 |
2,287.75 |
113.25 |
4.8% |
15.50 |
0.7% |
69% |
False |
False |
1,501,373 |
| 40 |
2,401.00 |
2,248.50 |
152.50 |
6.4% |
15.50 |
0.7% |
77% |
False |
False |
1,456,100 |
| 60 |
2,401.00 |
2,228.00 |
173.00 |
7.3% |
15.50 |
0.7% |
80% |
False |
False |
1,399,517 |
| 80 |
2,401.00 |
2,143.25 |
257.75 |
10.9% |
15.75 |
0.7% |
87% |
False |
False |
1,087,915 |
| 100 |
2,401.00 |
2,023.00 |
378.00 |
16.0% |
17.75 |
0.8% |
91% |
False |
False |
871,192 |
| 120 |
2,401.00 |
2,023.00 |
378.00 |
16.0% |
18.25 |
0.8% |
91% |
False |
False |
726,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,434.00 |
|
2.618 |
2,409.25 |
|
1.618 |
2,394.00 |
|
1.000 |
2,384.50 |
|
0.618 |
2,378.75 |
|
HIGH |
2,369.25 |
|
0.618 |
2,363.50 |
|
0.500 |
2,361.50 |
|
0.382 |
2,359.75 |
|
LOW |
2,354.00 |
|
0.618 |
2,344.50 |
|
1.000 |
2,338.75 |
|
1.618 |
2,329.25 |
|
2.618 |
2,314.00 |
|
4.250 |
2,289.25 |
|
|
| Fisher Pivots for day following 09-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,364.75 |
2,365.75 |
| PP |
2,363.25 |
2,365.25 |
| S1 |
2,361.50 |
2,364.75 |
|